The WindowList menu uses MiniIcons. Some programs have an inbuilt ewmh icon, which is used by default. Or you can explicitly declare you own miniicon.
First, make sure KEditBookmarks.png is in your ImagePath. If you store KEditBookmarks.png in ~/.fvwm/images, then your declared ImagePath might be…
ImagePath +:/usr/share/icons
ImagePath +:/usr/share/pixmaps
ImagePath +:/usr/include/X11/bitmaps/
ImagePath +:$[FVWM_USERDIR]/images
Then declare a Miniicon style for KEditBookmarks, something like…
Style KEditBookmarks MiniIcon KEditBookmarks.png
Where I have assumed “KEditBookmarks” will match with the class name of your window. Lastly, if KEditBookmarks already has an EWMH icon and you want to override it, then you might write…
Style KEditBookmarks EWMHMiniIconOverride, EWMHDonateMiniIcon, MiniIcon KEditBookmarks.png
Hope that helps…